+47.2%
CAPR vs RGEN
+19.5%
+27.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +43.2% | -3.5% | +46.7% | +44.9% |
| 30D | +14.7% | -6.0% | +20.6% | +17.0% |
| 3M | +113.9% | +19.0% | +94.9% | +99.5% |
| 6M | -73.4% | +50.7% | -124.1% | -78.2% |
| YTD | -69.1% | +8.8% | -77.8% | -63.7% |
| 1Y | +47.2% | +21.3% | +25.9% | +74.6% |
| All | +47.2% | +19.5% | +27.6% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling